+528.8%
APP vs ADM
+37.9%
+490.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | +79.2% | -7.8% | +87.0% | +78.4% |
| 30D | +48.0% | -12.6% | +60.6% | +47.0% |
| 3M | +18.2% | -8.2% | +26.5% | +17.8% |
| 6M | -12.5% | -8.9% | -3.6% | -12.9% |
| YTD | -39.2% | +24.0% | -63.1% | -38.7% |
| 1Y | -33.9% | +26.2% | -60.0% | -33.4% |
| 3Y | +933.3% | +7.0% | +926.3% | +945.4% |
| 5Y | +295.9% | +24.9% | +271.0% | +347.5% |
| All | +528.8% | +37.9% | +490.9% | +567.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling